Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 6.03% | 0.16 CHF | 0.17 CHF | 1'500'000 | 300'000 | 1'500'000 | 299'978 | 241'254 CHF | 51'247 CHF | 99.27% | 99.27% |
28.05.2024 | 5.49% | 0.17 CHF | 0.18 CHF | 1'500'000 | 300'000 | 1'500'000 | 299'891 | 266'360 CHF | 56'253 CHF | 99.27% | 99.27% |
27.05.2024 | 5.03% | 0.19 CHF | 0.20 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 290'632 CHF | 61'127 CHF | 99.20% | 99.20% |
24.05.2024 | 4.77% | 0.21 CHF | 0.22 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 307'202 CHF | 64'440 CHF | 99.27% | 99.27% |
23.05.2024 | 4.62% | 0.22 CHF | 0.23 CHF | 1'500'000 | 300'000 | 1'499'970 | 300'000 | 317'824 CHF | 66'566 CHF | 99.20% | 99.20% |
22.05.2024 | 5.37% | 0.18 CHF | 0.19 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 272'196 CHF | 57'439 CHF | 99.27% | 99.27% |
21.05.2024 | 5.70% | 0.18 CHF | 0.19 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 255'575 CHF | 54'115 CHF | 99.17% | 99.17% |
17.05.2024 | 5.32% | 0.19 CHF | 0.20 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 274'651 CHF | 57'930 CHF | 99.08% | 99.08% |
16.05.2024 | 5.24% | 0.19 CHF | 0.20 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 278'938 CHF | 58'788 CHF | 99.27% | 99.27% |
15.05.2024 | 5.33% | 0.19 CHF | 0.20 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 273'876 CHF | 57'775 CHF | 99.08% | 99.08% |